Pages that link to "Item:Q4611521"
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The following pages link to Conditional-Value-at-Risk Estimation via Reduced-Order Models (Q4611521):
Displaying 13 items.
- Inference for conditional value-at-risk of a predictive regression (Q1996776) (← links)
- Adaptive Reduced-Order Model Construction for Conditional Value-at-Risk Estimation (Q3296925) (← links)
- Wasserstein Sensitivity of Risk and Uncertainty Propagation (Q5097853) (← links)
- Optimal Neumann Boundary Control of a Vibrating String with Uncertain Initial Data and Probabilistic Terminal Constraints (Q5117357) (← links)
- A Multifidelity Quantile-Based Approach for Confidence Sets of Random Excursion Sets with Application to Ice-Sheet Dynamics (Q5119633) (← links)
- An Interior-Point Approach for Solving Risk-Averse PDE-Constrained Optimization Problems with Coherent Risk Measures (Q5148402) (← links)
- An Efficient, Globally Convergent Method for Optimization Under Uncertainty Using Adaptive Model Reduction and Sparse Grids (Q5237179) (← links)
- Meta variance reduction for Monte Carlo estimation of energetic particle confinement during stellarator optimization (Q6087957) (← links)
- Context-Aware Surrogate Modeling for Balancing Approximation and Sampling Costs in Multifidelity Importance Sampling and Bayesian Inverse Problems (Q6109165) (← links)
- Modern Monte Carlo methods for efficient uncertainty quantification and propagation: a survey (Q6602125) (← links)
- Generalized polynomial chaos expansion by reanalysis using static condensation based on substructuring (Q6604283) (← links)
- On the latent dimension of deep autoencoders for reduced order modeling of PDEs parametrized by random fields (Q6624464) (← links)
- An approximate control variates approach to multifidelity distribution estimation (Q6669406) (← links)
